6 25 Notes
6 25 Notes
c ⋅ (x1 , . . . , xn ) = (c ⋅ x1 , . . . , c ⋅ xn ), c∈R
a1 v1 + ⋅ ⋅ ⋅ + ak vk
with ai ∈ R scalars.
Definition 2. A set of vectors v1 , . . . , vk in a vector space V is linearly dependent if there
exists scalars ai such that:
a1 v1 + ⋅ ⋅ ⋅ + ak vk = 0
with not all ai = 0.
Another way to phrase this is that the set vi are linearly dependent if a non-zero linear
combination of them is equal to 0.
Definition 3. A set of vectors v1 , . . . , vk is linearly independent if they are not linearly
dependent.
Definition 4. A basis for R is a set of n linearly independent vectors { v1 , . . . , vn }.
n
v = y1 v1 + ⋅ ⋅ ⋅ + yn vn
where yi are scalars. Then yi are the coordinates of v in the basis β. The coordinate vector
for v in the basis β is denoted:
[v]β = (y1 , . . . , yn )
1
Example 1. If we view R as the space of n-tuples (x1 , . . . , xn ) then we have a standard
n
ei = (0, . . . , 0, 1, 0, . . . , 0)
v = x1 e1 + ⋅ ⋅ ⋅ + xn en
n m
Definition 5. A linear transformation T ∶ R → R is a map between vector spaces such
that:
T (v1 + v2 ) = T (v1 ) + T (v2 ), T (c ⋅ v1 ) = c ⋅ T (v1 )
n
For v1 , v2 vectors in R and c ∈ R a scalar.
If you choose a basis α = { v1 , . . . , vn } for R and a basis β for R , then you can write
n m
The columns are the images of the basis vectors in α, T (vi ), written as coordinate vectors in
the basis β.
Example 2. The space of smooth functions on R is a vector space V . Differentation is a
linear transformation V → V .
n n
Example 3. Let I ∶ R → R be the identity transformation:
I(v) = v
transformation:
T (e1 ) = 2e1 , T (e2 ) = e1 − e2
corresponds to the matrix:
2 1
[ ]
0 −1
If v = (x, y) in the standard basis then:
2 1 x 2x + y
T (v) = [ ][ ] = [ ]
0 −1 y −y
2
Definition 6. Let α = { v1 , . . . , vn }, β be two basis for R . The change of basis matrix from
n
α to β is the matrix:
B = [[v1 ]β . . . [vn ]β ]
n
If v ∈ R is a vector then B sends its α coordinates to β coordinates:
B[v]α = [v]β
This changes the coordinate vector of v but not the actual vector itself. Note that if B is the
−1
change of basis α → β then B is the change of basis matrix β → α.
n n
Theorem 2. Let T ∶ R → R be a linear transformation and α, β two basis. Then:
[T ]β = B[T ]α B
−1
T (v) = λ ⋅ v
3
Example 6 (Complex Eigenvalues). Let’s find the eigenvalues of the matrix:
0 1
A=[ ]
−1 0
Then:
−t 1
det(A − tI) = det ([ ]) = t + 1
2
−1 −t
This factor over C as:
2
t + 1 = (t − i)(t + i)
√ 2
since ±i = ± −1 is a root of t + 1.
Therefore the eigenvalues of A are ±i.
2 −1
A=[ ]
−1 2
−1 −1
A − 3I = [ ]
−1 −1
0 −1 −1 x −x − y
[ ]=[ ]⋅[ ]=[ ]
0 −1 −1 y −x − y
0 = −x − y ⟹ y = −x
4
That is vectors of the form (x, −x). Pulling out x as a scalar, every solution can be written
as x ⋅ (1, −1). Therefore:
ker(A − 3I) = span { (1, −1) }
and (1, −1) is a basis for this eigenspace.
Similarly eigenvectors with eigenvalue 1 are in the kernel of:
1 −1
A−I =[ ]
−1 1
0 1 −1 x x−y
[ ]=[ ]⋅[ ]=[ ]
0 −1 1 y −x + y
0=x−y ⟹ x=y
Therefore:
ker(A − I) = span { (1, 1) }
is the eigenspace and (1, 1) is a basis vector.
0 1
A=[ ]
−1 0
−i 1
A − iI = [ ]
−1 −i
0 −i 1 x −ix + y
[ ]=[ ][ ] = [ ]
0 −1 −i y −x − iy
Note that:
2
(−i)(−ix + y) = i x − iy = −x − iy
so the first and second equation are linearly dependent. This means that solutions over C
are vectors (x, y) such that:
0 = −ix + y ⟹ ix = y
so vectors (x, ix). Pulling out x as a scalar, we have:
5
The eigenspace for −i is the kernel of:
i 1
A + iI = [ ]
−1 i
But:
T (vi ) = λi vi
Therefore:
[T (vi )]β = (0, . . . , λi , . . . , 0)
i.e. λi in position i. Therefore:
⎡
⎢ λ1 0 ... 0⎤ ⎥
⎢
⎢ ⎥
⎢ 0⎥ ⎥
[T ]β = ⎢ ⎥
⎢ 0 λ2 ... ⎥
⎢
⎢ ⋮⎥⎥
⎢
⎢ ⋮ ⋮ ... ⎥
⎥
⎢
⎢ λn ⎥
⎥
⎣0 0 ... ⎦
the diagonal matrix with entries λi along the diagonal.
So changing basis to an eigenbasis makes a potentially complicated transformation T very
simple: it just stretches each coordinate by scalars λi !
6
Theorem 8. If A is a n × n matrix with n-distinct eigenvalues then each of its eigenspaces
is 1-dimensional and A is diagonalizable.
Example 10. For the matrix:
2 −1
A=[ ]
−1 2
we calculated that it had eigenvectors and eigenvalues:
v1 = (1, −1), λ1 = 3
v2 = (1, 1), λ2 = 1
Therefore in the eigenbasis β = { v1 , v2 } A is given by the diagonal matrix:
3 0
[A]β = [ ]
0 1
Example 11. For the matrix:
0 1
A=[ ]
−1 0
we found eigenvectors and eigenvalues:
v1 = (1, i), λ1 = i
v2 = (1, −i), λ2 = −i
Therefore in the basis β = { v1 , v2 } for C , A is the diagonal matrix:
2
i 0
[A]β = [ ]
0 −i
A useful fact:
Theorem 9. Let ⟨v1 , v2 ⟩ be the inner product:
T
⟨v1 , v2 ⟩ = v1 v2
Then eigenvectors v1 , v2 with distinct eigenvalues are orthogonal with respect to this inner
product, i.e.:
⟨v1 , v2 ⟩ = 0
Theorems you have seen but may or may not be useful:
n n
Theorem 10 (Spectral Theorem). If A ∶ R → R is a real matrix that is symmetric,
T
A = A , then it is diagonalizable.
Theorem 11 (Perron-Frobenius). Let A be a real matrix whose entries are all positive
(non-zero). Then A has a real eigenvalue λ such that:
′
1. λ has maximal magnitude, meaning for all other eigenvalues ζ (including complex
ones):
∣λ∣ > ∣ζ ∣
′
7
1.2 ODES
Some very basic review of ways to solve an ODE that you will see in the homework:
f (x)dx = g(y)dy
⟹ ∫ f (x)dx = ∫ g(y)dy
as expected.
8
and rearrange to get:
− ∫ f (x) dy − ∫ f (x) − ∫ f (x)g(x)
e −e f (x)y = e
dx
By product rule and chain rule:
d − ∫ f (x) − ∫ f (x) dy − ∫ f (x)
(e y) = e − f (x)e y
dx dx
Therefore the equation can be written as:
d − ∫ f (x) − inf tf (x)
(e y) = e g(x)
dx
Integrating we have:
− ∫ f (x) − ∫ f (x)
e y=∫ e g(x)dx
∫ 2/x 2 ln(x) 2
e =e =x
2 2 x x
x y = ∫ x g(x)dx = ∫ e dx = e + C
Therefore: x
e +C
y=
x2
2 Population Growth
In this section we model systems in discrete time. That is we use a fixed time step, e.g. years,
days, months, and we try to model the change observed in the system when sampling at this
time step. This yields a difference equation.
Example 14. Let us try to model the growth of a population over time, given by the function
N (t). Fix a time step ∆t.
The growth rate with respect to ∆t is the percentage change in the population over the
time step ∆t, i.e.:
N (t + ∆t) − N (t)
R=
∆tN (t)
9
Assume that R is constant, so that it does not depend on t. Then:
Example 15. Let N be a population which has a birth rate of 59 per 100 every year and a
death rate of 48 per 100 every year. With ∆t being a year, the change in population between
time steps is:
59 49 11
N (t + ∆t) − N (t) = N (t) − N (t) = N (t)
100 100 100
The resulting recurrence relation is:
Example 16. With the same setup as the previous example, when does the population
double? If the population doubles in m years then:
m
2N0 = N (m∆t) = (1 + 0.11) N0
Then:
m
2 = (1 + 0.11) ⟹ ln(2) = m ln(1 + 0.11)
Solving for m:
ln(2)
m=
ln(1 + 0.11)
Example 17. With the same setup, suppose that every year 50 members of another population
migrate into this one. Then the resulting difference equation is:
10